Сравнение на методи

	Байесов тест за граници на ARDL	Байесов модел за корекция на грешки във векторна форма (Bayesian VECM)
Област	Иконометрия	Иконометрия
Семейство	Regression model	Regression model
Година на възникване	2001 (ARDL); Bayesian extension 2010s	2002–2005
Създател	Pesaran, Shin & Smith (ARDL framework, 2001); Bayesian adaptation by subsequent literature	Kleibergen & Paap; Villani
Тип	Cointegration / bounds testing	Bayesian multivariate time series model
Основополагащ източник	Pesaran, M. H., Shin, Y., & Smith, R. J. (2001). Bounds testing approaches to the analysis of level relationships. Journal of Applied Econometrics, 16(3), 289-326.	Kleibergen, F., & Paap, R. (2002). Priors, posteriors and Bayes factors for a Bayesian analysis of cointegration. Journal of Econometrics, 111(2), 223–249.
Други названия	Bayesian ARDL, Bayesian bounds testing approach, Bayes ARDL cointegration, Bayesian PSS bounds test	Bayesian VECM, B-VECM, Bayesian cointegrated VAR, Bayesian vector error correction
Свързани	5	5
Резюме	The Bayesian ARDL Bounds Test extends the classical Pesaran-Shin-Smith (2001) bounds testing approach to cointegration by embedding it within a Bayesian inferential framework. Instead of relying on frequentist F- and t-statistics with tabulated critical values, the researcher specifies prior distributions on the model parameters and derives posterior evidence of a long-run level relationship between variables that may be integrated of order zero or one.	The Bayesian VECM combines the classical Vector Error Correction Model — which captures both short-run dynamics and long-run cointegrating relationships among non-stationary multivariate time series — with Bayesian prior distributions over the cointegrating rank and coefficient matrices. This allows principled uncertainty quantification, incorporation of economic theory as priors, and coherent inference even in small samples.